| Publication | Date of Publication | Type |
|---|
ARMA model checking with data-driven portmanteau tests
Statistical Methods and Applications | 2024-09-02 | Paper |
A simple portmanteau test with data-driven truncation point
Computational Statistics | 2024-07-05 | Paper |
Data-driven portmanteau tests for time series
Test | 2022-10-13 | Paper |
Periodic autoregressive models for time series with integrated seasonality
Journal of Statistical Computation and Simulation | 2022-03-18 | Paper |
Portmanteau tests based on quadratic forms in the autocorrelations
Communications in Statistics: Theory and Methods | 2021-10-01 | Paper |
Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series
Compstat 2006 - Proceedings in Computational Statistics | 2020-07-15 | Paper |
Estimating threshold subset autoregressive moving-average models by genetic algorithms
Metron | 2019-07-12 | Paper |
Empirical likelihood ratio in penalty form and the convex hull problem
Statistical Methods and Applications | 2018-01-12 | Paper |
Outliers in Time Series: An Empirical Likelihood Approach
Topics on Methodological and Applied Statistical Inference | 2017-02-10 | Paper |
Empirical likelihood for outlier detection and estimation in autoregressive time series
Journal of Time Series Analysis | 2016-05-03 | Paper |
Clustering multivariate time series by genetic multiobjective optimization
Metron | 2014-11-26 | Paper |
scientific article; zbMATH DE number 6287377 (Why is no real title available?)
| 2014-04-23 | Paper |
Empirical likelihood for break detection in time series
Electronic Journal of Statistics | 2014-01-13 | Paper |
Evolutionary statistical procedures. An evolutionary computation approach to statistical procedures designs and applications
Statistics and Computing | 2010-12-03 | Paper |
Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms
Journal of Statistical Computation and Simulation | 2008-08-07 | Paper |
scientific article; zbMATH DE number 5280167 (Why is no real title available?)
| 2008-05-28 | Paper |
Outliers in dynamic factor models
Electronic Journal of Statistics | 2008-05-14 | Paper |
The genetic algorithm estimates for the parameters of order \(p\) normal distributions
| 2008-05-14 | Paper |
Outliers Detection in Multivariate Time Series by Independent Component Analysis
Neural Computation | 2008-04-14 | Paper |
Further Results on Lund's Statistic for Identifying Cluster in a Circular Data Set with Application to Time Series
Communications in Statistics. Simulation and Computation | 2003-07-31 | Paper |
Partial and inverse autocorrelations in portmanteau-type tests for time series
Communications in Statistics. Simulation and Computation | 2003-04-10 | Paper |
Clustering of time series with genetic algorithms.
Metron | 2002-07-29 | Paper |
Genetic algorithms for the identification of additive and innovation outliers in time series
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
scientific article; zbMATH DE number 1327255 (Why is no real title available?)
| 1999-12-14 | Paper |
Testing time series for interpolability and whiteness
Communications in Statistics: Theory and Methods | 1999-11-10 | Paper |
AN OPTIMALITY CRITERION FOR AGGREGATING A SET OF TIME SERIES IN A COMPOSITE INDEX
Journal of Time Series Analysis | 1997-05-27 | Paper |
LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES
Journal of Time Series Analysis | 1996-02-20 | Paper |
Identification and estimation of level changes in time series using finite linear interpolators
Metron | 1994-01-26 | Paper |
Linear interpolators and the outliers problem in time series
Metron | 1994-01-13 | Paper |
